Algome
Algorithmic trading SaaS: custom strategy execution & backtesting
A professional quant platform for systematic Forex and equities traders: event-driven backtesting with realistic execution, Docker-sandboxed strategy code, survivorship-bias-aware data, and immutable, auditable results.
$ cat problem.md
Backtests lie when execution is unrealistic, data is biased, or results can't be reproduced. Serious systematic trading needs an auditable, reproducible engine.
$ whoami --role
Design & build (solo)
- FastAPI
- PostgreSQL
- TimescaleDB
- Redis
- SQLAlchemy
- Docker
- React 18
- Recharts
$ cat approach.md
- 01Event-driven backtest engine with proper execution / fill modeling
- 02Code-first Python strategies with strict versioning
- 03Untrusted strategy code executed in Docker sandboxes
- 04Survivorship-bias-aware market data with corporate actions
- 05Immutable results with full lineage tracing for auditability
$ ls highlights/
$ cat api.md
Algome runs systematic backtesting end-to-end: define a multi-file strategy, version and sandbox-validate its code, then enqueue worker-executed backtests over survivorship-bias-aware Forex data. Results come back with institutional metrics (Sharpe, Sortino, CAGR, drawdown, profit factor, VaR/CVaR, a confidence score), per-asset breakdowns, full trade logs, and paper portfolios.
// Code-first strategies are validated in a sandbox (syntax, forbidden imports, required BaseStrategy interface, security) before runs execute asynchronously on workers. v1 ships without an auth layer.
Strategies & validation
/api/v1/strategies
Create a strategy across one or more asset classes.
/api/v1/strategies/versions
New immutable, content-hashed version (multi-file).
/api/v1/strategies/versions/{id}/validate
Sandbox-validate: syntax, forbidden imports, BaseStrategy interface, security.
/api/v1/strategies/templates/{id}
Starter templates: basic, advanced, wyckoff.
Backtesting engine
/api/v1/backtests
Enqueue an async, worker-executed backtest run.
/api/v1/backtests/{id}/result
Sharpe, Sortino, CAGR, drawdown, profit factor, VaR/CVaR, confidence score.
/api/v1/backtests/{id}/assets/{asset}
Per-asset metrics with equity + drawdown curves.
/api/v1/backtests/{id}/trades
Every executed trade, paginated.
Market data & portfolios
/api/v1/market-data/data
OHLCV candles by symbol, timeframe, and date range.
/api/v1/market-data/summary
Datasets, symbols, timeframes, and coverage.
/api/v1/portfolios
Create a paper portfolio (default 100k balance).
/api/v1/portfolios/{id}/deposit
Deposit / withdraw paper funds.
Examples
curl -X POST $API/api/v1/backtests \
-H 'Content-Type: application/json' \
-d '{
"strategy_version_id": 12,
"assets": ["EURUSD", "GBPUSD"],
"timeframes": ["1H"],
"start_date": "2020-01-01T00:00:00Z",
"end_date": "2024-01-01T00:00:00Z"
}'// 201 Created — executed asynchronously by a worker
{
"id": 87,
"strategy_version_id": 12,
"status": "pending",
"engine_version": "1.0.0",
"assets": ["EURUSD", "GBPUSD"],
"job_id": "rq:job:…",
"created_at": "2026-06-15T12:00:00Z"
}